Investment under uncertainty with price ceilings in oligopolies

DOI10.1016/j.jedc.2008.07.002zbMath1170.91485OpenAlexW1973555490MaRDI QIDQ2271648

Fabien A. Roques, Nicos Savva

Publication date: 7 August 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2008.07.002

zbMATH Keywords

stochastic gamesreal optionsdemand uncertaintyprice cap regulationutility industries

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Microeconomic theory (price theory and economic markets) (91B24) Stochastic games, stochastic differential games (91A15)

Related Items (7)

Investment timing, capacity choice and optimal floors and ceilings ⋮ Asymmetric equilibria under price cap regulation ⋮ Externality control and endogenous market structure under uncertainty: the price vs. quantity dilemma ⋮ Symmetric equilibrium strategies in game theoretic real option models ⋮ Investing in electricity production under a reliability options scheme ⋮ Agency problems in public-private partnerships investment projects ⋮ Duopolistic competition under risk aversion and uncertainty

Cites Work

• Unnamed Item
• Investment under alternative return assumptions
• Investment under uncertainty -- does competition matter?
• Irreversible investment under uncertainty in oligopoly
• Timing of investments in oligopoly under uncertainty: a framework for numerical analysis
• On Price Caps Under Uncertainty
• Time-to-build and capacity choice

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